The Nexus between Lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR Model
The contribution of this paper is twofold. First, we introduce a daily vector autoregression (VAR) model for the US economy that allows discerning between lockdown shocks and a real business cycle shocks. With this methodology at hand, we then evaluate the impact of lockdown measures on economic un...
में बचाया:
में प्रकाशित: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2021) |
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मुख्य लेखक: | |
स्वरूप: | लेख |
भाषा: | अंग्रेज़ी |
प्रकाशित: |
Philipps-Universität Marburg
2021
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विषय: | |
ऑनलाइन पहुंच: | पीडीएफ पूर्ण पाठ |
टैग: |
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MAGKS - Joint Discussion Paper Series in Economics